Work

Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method

Year: 2016
Type: article
Abstract: . We propose to use the ensemble Kalman smoother (EnKS) as the linear least squares solver in the Gauss–Newton method for the large nonlinear least squares in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Further, adding a regularization term results in replacing the Gauss–Newton method, which may diverge, by the Levenberg–Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS. The method is illustrated on the Lorenz 63 and the two-level quasi-geostrophic model problems.
Language: English
Open Access status: gold
Estimated APC paid: $1,412
OpenAlex ID: W3099813880
FWCI: 2.818
Cites: 60
Cited by: 26
Related to: 10